The Investment Management Americas Risk Team (“IMA Risk”) is looking to recruit an experienced Investment/Market Risk Manager to assist in the design, implementation and on-going management of a comprehensive Investment Risk Management framework across IMA (more than $900 billion in AUM), focused on equity, fixed Income and alternative assets (private equity; real estate and hedge funds).
As an Investment Risk Manager for IMA and reporting directly to the Head of IMA Investment Risk, you will work collaboratively with regional risk management teams, in-business risk management groups as well as product development teams to ensure that investment risks are properly identified, monitored and managed. The candidate will also assist in strengthening our investment risk management governance framework, including development of policies, procedures and participation in risk committees and related working groups.
Suitable candidates should be presently working or have had experience in a similar capacity within a reputable asset manager. Candidates with strong capital markets experience or experience within a bank’s risk management group would be considered as well.
- Undertake the analysis and monitoring of performance and investment risks across equity, fixed income and alternative asset portfolios;
- Conduct review and analysis of funds and accounts in order to identify both performance and risk outliers; initiate dialogue with in-business risk managers or portfolio managers as appropriate;
- Participate in regular portfolio and business review meetings with portfolio managers, in-business risk managers and product development teams;
- Assist in the development and enhancements to the IMA investment risk mandate reporting capabilities;
- Participate in the specification, development and implementation of new risk management tools and systems and enhancements to existing ones.
- 7-10 years of relevant experience (e.g. investment risk management, market risk management or portfolio management);
- Deep knowledge of equity and fixed income products (including derivatives);
- Understanding of commonly used ex post and ex ante risk measures and methodologies, e.g. scenario analysis, stress testing, Value at Risk (VaR) and variations of VaR (CVaR);
- Excellent interpersonal and communication skills, including the ability to present clearly to committees, clients; and product groups.
- Familiarity with fund performance measurement and risk management applications such as MSCI Barra, RiskMetrics, Bloomberg;
- CFA/FRM/PRM certification a plus.
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Asset & Wealth Management
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